The problem isn't to find a villain that can challenge King Thor, it's that such a villain will be on a level that the rest of the Avengers are useless. That doesn't really seem like the right thing to do in an Avengers movie (although I'd like to see it myself) since that's about the need to come together to fight something.

Thor has always been the only Avenger who could stand toe to toe with Thanos. None of the other Avengers were never really able to do anything to Thanos with or without the IG.

So it would be in line with the comics, besides IM and Hulk got the biggest moments in TA. Why can't Thor have the biggest moment in the final battle in Avengers 3?